+677.4%
MSTR vs MARA
-74.3%
+751.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -3.0% |
| 7D | +7.7% | +13.8% | -6.1% | +4.8% |
| 30D | +36.3% | +24.7% | +11.7% | +30.3% |
| 3M | +13.4% | -10.4% | +23.8% | +15.1% |
| 6M | -4.5% | +37.6% | -42.1% | -12.0% |
| YTD | -12.7% | +32.7% | -45.4% | -18.2% |
| 1Y | -59.6% | -25.2% | -34.4% | -57.4% |
| 3Y | +272.5% | +9.3% | +263.2% | +270.5% |
| 5Y | +107.1% | -69.3% | +176.5% | +134.2% |
| 10Y | +677.4% | -73.6% | +751.0% | +710.6% |
| All | +677.4% | -74.3% | +751.7% | +710.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MARA.
Daily Out/Under-Performance
Portfolio return minus MARA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MARA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MARA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling